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A simple but useful method of reciprocal values is introduced, explained and illustrated. This method simplifies the analysis of hyperbolic distributions, which are causing serious problems in the demographic and economic research. It…

General Finance · Quantitative Finance 2017-08-30 Ron W. Nielsen

Data-driven control is a powerful tool that enables the design and implementation of control strategies directly from data without explicitly identifying the underlying system dynamics. While various data-driven control techniques, such as…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Ziqin He , Yidan Mei , Shenghan Mei , Xin Mao , Anqi Dong , Ren Wang , Can Chen

The article proposes a computer program for calculating economic crises according to the generalized mathematical model of S.V. Dubovsky. This model is represented by a system of ordinary nonlinear differential equations with fractional…

Numerical Analysis · Mathematics 2022-07-06 Danil Makarov , Roman Parovik

Markedly increased computational power and data acquisition have led to growing interest in data-driven inverse dynamics problems. These seek to answer a fundamental question: What can we learn from time series measurements of a complex…

Statistical Mechanics · Physics 2025-04-29 Jinghao Lyu , Kyle J. Ray , James P. Crutchfield

Assuming a large-scale homogeneous magnetic field, we follow the covariant and gauge-invariant approach used by Tsagas and Barrow to describe the evolution of density and magnetic field inhomogeneities and curvature perturbations in a…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Stacey Hobbs , Peter K. S. Dunsby

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

The covariance structure of multivariate functional data can be highly complex, especially if the multivariate dimension is large, making extensions of statistical methods for standard multivariate data to the functional data setting…

Methodology · Statistics 2022-02-04 Javier Zapata , Sang-Yun Oh , Alexander Petersen

One calls attention to the fact that the stochastic physical systems are not random completely. They have both random and regular components of their evolution. Dynamic system is considered to be a special case of physical system with…

General Physics · Physics 2007-05-23 Yuri A. Rylov

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…

Statistics Theory · Mathematics 2021-01-27 Vincent Margot , Jean-Patrick Baudry , Frédéric Guilloux , Olivier Wintenberger

A general method for deriving closed reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. As in standard projection operator methods, a set of resolved variables is…

Mathematical Physics · Physics 2015-10-05 Bruce Turkington

Causal structure learning from observational data remains a non-trivial task due to various factors such as finite sampling, unobserved confounding factors, and measurement errors. Constraint-based and score-based methods tend to suffer…

Machine Learning · Computer Science 2022-11-09 Rezaur Rashid , Jawad Chowdhury , Gabriel Terejanu

We formulate dynamical rate equations for physical processes driven by a combination of diffusive growth, size fragmentation and fragment coagulation. Initially, we consider processes where coagulation is absent. In this case we solve the…

Statistical Mechanics · Physics 2007-05-23 Poul Olesen , Jesper Ferkinghoff-Borg , Mogens H. Jensen , Joachim Mathiesen

A derivation of the Boltzmann equation from the Liouville equation by the use of the Grad limiting procedure in a finite volume is proposed. We introduce two scales of space-time: macro- and microscale and use the BBGKY hierarchy and the…

Mathematical Physics · Physics 2013-04-24 A. S. Trushechkin

It is argued that a Gibbsian formula for the space-time distribution of microscopic trajectories of a nonequilibrium system provides a unifying framework for recent results on the fluctuations of the entropy production. The variable entropy…

Statistical Mechanics · Physics 2007-05-23 C. Maes

A heuristic formula for 5-point approximation of the first derivative of an unknown function whose values are measured with an error at unequally spaced points is proposed. The derivative at a given point is calculated using the effective…

Data Analysis, Statistics and Probability · Physics 2022-09-14 Emmanuil Beygelzimer , Yan Beygelzimer

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for…

Machine Learning · Computer Science 2024-05-24 Jiahao Wang , Sikun Yang , Heinz Koeppl , Xiuzhen Cheng , Pengfei Hu , Guoming Zhang

Effective and causal observable functions for low-order lifting linearization of nonlinear controlled systems are learned from data by using neural networks. While Koopman operator theory allows us to represent a nonlinear system as a…

Robotics · Computer Science 2021-08-04 Nicholas Stearns Selby , H. Harry Asada

Irreversible behaviour is traditionally associated with open stochastic dynamical systems, but an asymmetry in the probabilistic specification of a closed deterministic system can similarly lead to a disparity between the likelihoods of a…

Quantum Physics · Physics 2018-09-03 Claudia L. Clarke , Ian J. Ford

Random matrix products arise in many science and engineering problems. An efficient evaluation of its growth rate is of great interest to researchers in diverse fields. In the current paper, we reformulate this problem with a generating…

Statistical Mechanics · Physics 2019-11-04 Naranmandula Bao , Junbiao Lu , Yueheng Lan